+56.4%
SAP vs DOCS
-73.4%
+129.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.7% |
| 30D | +9.0% | +21.8% | -12.8% | +5.4% |
| 3M | +14.9% | +27.3% | -12.3% | +10.6% |
| 6M | +11.9% | -0.3% | +12.2% | +10.5% |
| YTD | -9.9% | -40.5% | +30.6% | -5.5% |
| 1Y | -19.5% | -61.5% | +42.0% | -11.1% |
| 3Y | +61.8% | +8.2% | +53.6% | +48.4% |
| All | +56.4% | -73.4% | +129.8% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling